We study the robust double auction mechanisms, that is, the double auction mechanisms that satisfy dominant strategy incentive compatibility, expost individual rationality and ex-post budget balance. We first establish that the price in any robust mechanism does not depend on the valuations of the trading players. We next establish that, with a non-bossiness assumption, the price in any robust mechanism does not depend on players’ valuations at all, whether trading or non-trading. Our main result is the characterization result that, with a nonbossy assumption along with other assumptions on the properties of the mechanism, the generalized posted mechanism in which a constant price is posted for each possible set of traders is the only robust double auction mechanism.